+165.6%
EFV vs RACE
+844.0%
-678.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +0.6% | +1.6% | -1.0% | 0.0% |
| 3M | +7.5% | +13.2% | -5.6% | +2.9% |
| 6M | +13.0% | +22.9% | -9.9% | +4.7% |
| YTD | +18.3% | +13.3% | +5.1% | +12.2% |
| 1Y | +26.7% | -12.7% | +39.4% | +30.2% |
| 3Y | +89.6% | +40.3% | +49.3% | +58.9% |
| 5Y | +98.2% | +96.5% | +1.7% | +42.9% |
| All | +165.6% | +844.0% | -678.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling